Strategies/Equity Strategies
STRUCTURED SMALL CAP 130/30 - Process
Benchmark: Russell 2000 Index 

Systematic stock evaluation, portfolio optimization, fundamental oversight and continual evaluation drive the structured equity process.

 

We continually test and refine our investment process through automated means at each stage, including the model, portfolio and 
individual stock levels.

 1.  Rank stocks ($100 million-$3.5 billion) via multi-factor model:
 
  • Improving fundamentals
  • Attractive valuations
  • Improving sentiment
  • Tradeoff of liquidity and transaction expense
2.  Applying portfolio optimization & risk controls:
 
  • Top 20% of stocks
  • Diversified by security
  • Industry constrained
3.  Verify stock ranking via fundamental oversight and construct portfolio:
 
  • Current data anomalies
  • Nonbalance sheet items
  • Integration of optimization and validation
4. Portfolio monitoring:
  • Systematic evaluation of long/shorts
  • Risk management
  • Iterative process



Printable Versions
130/30 Overview

Allegiant Asset Management Company ("Allegiant"), Allegiant Institutional Services and Allegiant Funds comprise Allegiant Asset Management Group. With $28.7 billion in assets under management (9.30.08), Allegiant is an SEC-registered investment adviser, offering an array of investment strategies. Allegiant is a subsidiary of National City Corporation® (NCC).

Allegiant serves as investment advisor to Allegiant Funds, a mutual fund family offering domestic and international equity, taxable and tax-exempt fixed income and money market portfolios, for which it receives an investment advisory fee. Allegiant Funds are distributed by Professional Funds Distributor, LLC (PFD), 760 Moore Road, King of Prussia, PA 19406. PFD is not affiliated with Allegiant and is not a bank.

NOT FDIC INSURED - NO BANK GUARANTEE - MAY LOSE VALUE

Allegiant Asset Management Group also provides 401(k), custody, trustee, securities lending and escrow services, including escrow products for the travel industry through Allegiant Institutional Services. Allegiant Institutional Services is a business unit of National City Bank, member FDIC®.

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